Message to indicate that a position has depreciated beyond a limit as specified by MIFID II regulations.
Only sent for configured client segments.
Additional Fields
| Name | Type | Description | Available |
|---|---|---|---|
| Amount | Decimal | Amount (e.g. number of securities). | Always. |
| DepreciationPct | Decimal | Depreciation percentage. | Always. |
| ExpiryDate | Date | The ExpiryDate. | When AssetType = <StockIndexOption, StockOption> |
| ForwardDate | Date | Forward date that is only used for FxForward entry orders. | When AssetType = FxForward. |
| OpenPrice | Decimal | The price the instrument was traded at. | Always. |
| PutCall | PutCall | OptionType. | When AssetType = <StockIndexOption, StockOption> |
| Strike | Decimal | The strike price of the option. | When AssetType = <StockIndexOption, StockOption> |
| Uic | Int | Identifies the instrument, together with the AssetType. | Always. |
Sample Message
An example of an position depreciation event message:
{
"ReferenceId": "U_939",
"Timestamp": "2018-07-11T13:39:29.228357Z",
"Data": [
{
"AccountId": "IB-AMA-Cash",
"ActivityTime": "2018-07-11T13:39:29.228357Z",
"ActivityType": "PositionDepreciation",
"Amount": -5.758239653774162e+28,
"ClientId": "214704588",
"DepreciationPct": -31.52,
"OpenPrice": 60.5966839,
"PutCall": "None",
"SequenceId": "844970",
"Strike": -2.4355361773597914e+25,
"Uic": 228
}
]
}